Related papers: Variational calculus on Wiener space with respect …
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
We show that the invariant measure of point vortices, when conditioning the Hamiltonian to a finite interval, converges weakly to the enstrophy measure by conditioning the renormalized energy to the same interval. We also prove the…
We study integrals of the form $\int_{\Omega}f\left( d\omega\right)$, where $1\leq k\leq n$, $f:\Lambda^{k}\rightarrow\mathbb{R}$ is continuous and $\omega$ is a $\left(k-1\right)$-form. We introduce the appropriate notions of convexity,…
We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…
We study an inverse problem for the fractional wave equation with a potential by the measurement taking on arbitrary subsets of the exterior in the space-time domain. We are interested in the issues of uniqueness and stability estimate in…
Let h be a real-analytic function in the neighborhood of some compact set K on the plane. We show that for any complex measure on the Euclidean space of a finite total variation without singular components with the Fourier--Stieltjes…
Invariant Lagrangians yield invariant Euler-Lagrange equations, and it was discussed in the literature how to compute those using various local methods. The focus of this paper is on global algebraic differential invariants. In this case…
We derive an explicit formula for global weak solutions of the one dimensional system of pressure-less Euler-Poisson equations. Our variational formulation is an extension of the well-known formula for entropy solutions of the scalar…
We introduce a notion of volatility uncertainty in discrete time and define the corresponding analogue of Peng's G-expectation. In the continuous-time limit, the resulting sublinear expectation converges weakly to the G-expectation. This…
It is shown that if a real value PL-invariant of closed combinatorial manifolds admits a local formula that depends only on the f-vector of the link of each vertex, then the invariant must be a constant times the Euler characteristic.
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
The aim of this study is to clarify the consequences of recent theoretical results for the numerical computation of expectation by the shift method, and in particular to yield sufficient criteria for the existence of speed of convergence of…
For 1<p<infty and for weight w in A_p, we show that the r-variation of the Fourier sums of any function in L^p(w) is finite a.e. for r larger than a finite constant depending on w and p. The fact that the variation exponent depends on w is…
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…
Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…
This paper presents complexity analysis and variational methods for inference in probabilistic description logics featuring Boolean operators, quantification, qualified number restrictions, nominals, inverse roles and role hierarchies.…
Different fractional difference types of Euler-Lagrange equations are obtained within Riemann and Caputo by making use of different versions of integration by part forumlas in fractional difference calculus. An example is presented to…
We propose a method for the calculation of vacuum expectation values (VEVs) given a non-trivial, long-distance vacuum wave functional (VWF) of the kind that arises, for example, in variational calculations. The VEV is written in terms of a…
We introduce a variational first-order Sobolev calculus on metric measure spacetimes. The key object is the maximal weak subslope of an arbitrary causal function, which plays the role of the (Lorentzian) modulus of its differential. It is…
We prove optimality conditions for different variational functionals containing left and right Caputo fractional derivatives. A sufficient condition of minimization under an appropriate convexity assumption is given. An Euler-Lagrange…